| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -4.07% | 61.52% |
| Max Drawdown | -7.29% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.36 | 0.86 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.63 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 204.46 | 2.15 |
| Outlier Loss Ratio | 3.67 | 2.17 |
| Volatility (ann.) | 3.51% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.54 | 2.02 |
| Skew | -2.52 | 0.21 |
| Kurtosis | 186.06 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.76% |
| Expected Yearly % | -2.05% | 27.09% |
| Kelly Criterion | -29.15% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11383265:BTCUSD | 11383265:btcusd:triple_med_gx:lsma80_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.41 | -0.01 | - |
| 2025 | 17.02 | -3.67 | -0.22 | - |
| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.39% | 31.76% |
| 6M | -4.2% | 12.25% |
| YTD | -3.67% | 17.02% |
| 1Y | -4.07% | 57.19% |
| 3Y (ann.) | -3.96% | 59.47% |
| 5Y (ann.) | -3.96% | 59.47% |
| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| Max Drawdown | -7.29% | -29.51% |
| Longest DD Days | 215.0 | 144.0 |
| Avg. Drawdown | -2.45% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-06-11 | -7.29 | 215 |
| 2024-08-20 | 2024-11-06 | -3.50 | 78 |
| 2024-07-24 | 2024-08-20 | -2.37 | 26 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| 2024-06-25 | 2024-06-25 | -0.18 | 0 |
| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| Best Day | 2.87% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 1.89% | 18.93% |
| Worst Week | -4.84% | -12.33% |
| Best Month | 1.89% | 37.42% |
| Worst Month | -4.84% | -17.69% |
| Best Year | -0.41% | 38.02% |
| Worst Year | -3.67% | 17.02% |
| Avg. Up Day | 0.85% | 0.93% |
| Avg. Down Day | -0.77% | -0.84% |
| Avg. Up Week | 0.97% | 9.83% |
| Avg. Down Week | -1.79% | -6.09% |
| Avg. Up Month | 0.87% | 22.39% |
| Avg. Down Month | -2.69% | -10.46% |
| Win Days % | 32.0% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |